+499.9%
DDOG vs TDG
+170.3%
+329.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.7% | +8.9% | +7.8% |
| 7D | +7.7% | -2.4% | +10.1% | +8.6% |
| 30D | -13.6% | -8.0% | -5.6% | -10.8% |
| 3M | -0.9% | -10.5% | +9.6% | +2.7% |
| 6M | +75.2% | -11.9% | +87.1% | +81.5% |
| YTD | +65.7% | -15.4% | +81.0% | +74.4% |
| 1Y | +60.4% | -14.2% | +74.6% | +67.5% |
| 3Y | +130.7% | +51.0% | +79.6% | +89.3% |
| 5Y | +59.9% | +126.5% | -66.6% | +14.9% |
| All | +499.9% | +170.3% | +329.6% | +277.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling